-77.9%
PHAT vs SPY
+176.5%
-254.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.6% |
| 7D | -5.1% | -0.6% | -4.6% | -4.1% |
| 30D | -24.9% | -3.7% | -21.2% | -20.6% |
| 3M | -36.5% | -2.7% | -33.7% | -33.6% |
| 6M | -55.2% | +2.2% | -57.4% | -56.7% |
| YTD | -67.2% | +10.8% | -78.0% | -71.8% |
| 1Y | -60.3% | +11.2% | -71.6% | -66.0% |
| 3Y | -27.5% | +76.5% | -104.0% | -66.7% |
| 5Y | -75.1% | +72.9% | -148.0% | -88.0% |
| All | -77.9% | +176.5% | -254.4% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling